Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'203 CHF | 164'901 CHF | 98.97% | 98.97% |
15.05.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 489'555 CHF | 164'685 CHF | 98.41% | 98.41% |
14.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'324 CHF | 158'608 CHF | 99.56% | 99.56% |
13.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'078 CHF | 168'193 CHF | 98.53% | 98.53% |
10.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 501'171 CHF | 168'557 CHF | 97.42% | 97.42% |
08.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'962 CHF | 158'154 CHF | 99.35% | 99.35% |
07.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'294 CHF | 142'931 CHF | 99.56% | 99.56% |
06.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'753 CHF | 131'751 CHF | 99.54% | 99.54% |
03.05.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 353'438 CHF | 119'313 CHF | 98.37% | 98.37% |
02.05.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 397'531 CHF | 134'010 CHF | 99.41% | 99.41% |